+764.1%
AXP vs AMP
+1,943.9%
-1,179.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -0.8% |
| 7D | -2.1% | +1.2% | -3.3% | -2.9% |
| 30D | +2.7% | +4.4% | -1.8% | -0.3% |
| 3M | -7.3% | -8.8% | +1.5% | -2.1% |
| 6M | +1.8% | +9.9% | -8.2% | -4.6% |
| YTD | -13.1% | +6.1% | -19.2% | -17.2% |
| 1Y | -13.7% | +10.6% | -24.3% | -19.9% |
| 3Y | +113.1% | +58.8% | +54.3% | +57.7% |
| 5Y | +85.9% | +79.0% | +7.0% | +26.6% |
| 10Y | +416.7% | +461.5% | -44.8% | +66.9% |
| All | +764.1% | +1,943.9% | -1,179.9% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AMP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling